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mev-beta/docs/master-plan/03b-kyber-integration.md
Krypto Kajun 850223a953 fix(multicall): resolve critical multicall parsing corruption issues
- Added comprehensive bounds checking to prevent buffer overruns in multicall parsing
- Implemented graduated validation system (Strict/Moderate/Permissive) to reduce false positives
- Added LRU caching system for address validation with 10-minute TTL
- Enhanced ABI decoder with missing Universal Router and Arbitrum-specific DEX signatures
- Fixed duplicate function declarations and import conflicts across multiple files
- Added error recovery mechanisms with multiple fallback strategies
- Updated tests to handle new validation behavior for suspicious addresses
- Fixed parser test expectations for improved validation system
- Applied gofmt formatting fixes to ensure code style compliance
- Fixed mutex copying issues in monitoring package by introducing MetricsSnapshot
- Resolved critical security vulnerabilities in heuristic address extraction
- Progress: Updated TODO audit from 10% to 35% complete

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Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-17 00:12:55 -05:00

3.0 KiB

Kyber Integration Plan

Overview

This document outlines the implementation plan for Kyber exchange support in the MEV bot, specifically focusing on Kyber Elastic (V3+) which uses concentrated liquidity similar to Uniswap V3 but with additional flexibility.

Contract Architecture

Core Contracts

  • Router: 0x613a63565357403C0A62b93c3e5E2a19863c6720 (placeholder)
  • Pool Factory: 0x5a2206a46A0C1958E3D7478959E6F9777A4A2b76 (placeholder)
  • Pool Manager: Manages liquidity positions

Pool Types

  • Elastic Pools (concentrated liquidity)
  • Different fee tiers (400, 1000, 2000, 4000 bps)
  • Configurable parameters per pool

Core Functions

Swap Functions

  • swap (single token swap)
  • multiswap (multi-hop swap)
  • swapWithPermit (swap with permit signature)

Liquidity Functions

  • mint (add liquidity to a range)
  • burn (remove liquidity from a range)
  • collect (collect fees)
  • flash (flash loans)

Pool Management

  • getPool (get pool address by tokens and fee tier)
  • getLiquidity (get liquidity at a tick)
  • getPosition (get liquidity position details)

Implementation Steps

  1. Create Kyber struct implementing the Exchange interface
  2. Initialize connection to Kyber contracts
  3. Implement concentrated liquidity operations
  4. Implement swap functions with tick math
  5. Implement pricing functions using tick-based pricing
  6. Add support for different fee tiers
  7. Implement gas estimation for swap and liquidity operations
  8. Add error handling for common failure cases

Pricing Mechanisms

Tick-based Pricing

  • Calculate price based on current tick and liquidity
  • Consider tick range and liquidity distribution
  • Implement dynamic fee calculations based on pool configuration

Fee Calculation

  • Kyber uses different fee structures per pool
  • Fees may vary based on volatility and utilization
  • Fee growth tracking for position management

Testing Plan

  1. Unit tests for all swap functions
  2. Integration tests with mainnet fork
  3. Edge case testing (zero amounts, max amounts)
  4. Gas optimization verification
  5. Slippage tolerance testing
  6. Price accuracy verification
  7. Concentrated liquidity position tests

Performance Considerations

  • Efficient tick math implementations
  • Batch operations where possible to reduce gas costs
  • Cache pool information to reduce external calls
  • Optimize route selection for multi-hop swaps
  • Implement efficient price impact calculations

Security Considerations

  • Validate all input parameters
  • Implement proper slippage protection
  • Prevent sandwich attacks where possible
  • Sanitize all external data
  • Verify hook contracts (if applicable)
  • Check for reentrancy vulnerabilities

Integration with MEV Bot

  • Identify Kyber-specific arbitrage opportunities
  • Monitor concentrated liquidity pools for profitable swaps
  • Include position management in liquidity strategies
  • Coordinate with other exchanges for cross-exchange arbitrage
  • Account for Kyber's fee structures in profitability calculations